+1,852.8%
NDAQ vs BUD
+214.6%
+1,638.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.7% |
| 7D | +0.8% | +4.5% | -3.6% | -0.5% |
| 30D | +16.5% | +12.5% | +4.0% | +12.3% |
| 3M | +13.5% | 0.0% | +13.5% | +13.3% |
| 6M | +20.9% | +3.8% | +17.1% | +19.1% |
| YTD | +11.4% | +33.1% | -21.6% | +0.7% |
| 1Y | +25.9% | +35.5% | -9.6% | +13.1% |
| 3Y | +119.9% | +49.4% | +70.5% | +88.1% |
| 5Y | +61.7% | +48.0% | +13.7% | +36.3% |
| 10Y | +481.6% | -8.6% | +490.2% | +450.9% |
| All | +1,852.8% | +214.6% | +1,638.2% | +784.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling